Executing a t-sql string stored in c#

Hi, ive managed to get the following command to work but i had to remove the "go" commands that i usually use in the string when im SQL server. Could someone please clarify why i needed to get rid of them??

Code:

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string strImport = @"BULK INSERT CSVTest FROM "DataFile"
                                WITH
                                (
                                FIELDTERMINATOR = ',',
                                ROWTERMINATOR = '\n'
                                )
                                SELECT *
                                FROM CSVTest
                                ";

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